43 search results - page 1 / 9 » The Use of Domain Knowledge in Feature Construction for Fina... |
EPIA
2001
Springer
13 years 9 months ago
2001
Springer
IJCNN
2008
IEEE
13 years 11 months ago
2008
IEEE
Abstract— This paper presents a novel support vector regression (SVR) network for financial time series prediction. The SVR network consists of two layers of SVR: transformation...
APIN
2008
13 years 5 months ago
2008
Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
MICAI
2004
Springer
13 years 10 months ago
2004
Springer
In this paper we present a technique for prediction of electrical demand based on multiple models. The multiple models are composed by several local models, each one describing a r...
COMPLEX
2009
Springer
13 years 11 months ago
2009
Springer
We introduce transformations from time series data to the domain of complex networks which allow us to characterise the dynamics underlying the time series in terms of topological ...